-25.3%
NCLH vs MLM
+507.5%
-532.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | +6.3% | -2.9% | +9.1% | +8.6% |
| 30D | +18.9% | +10.4% | +8.5% | +10.8% |
| 3M | -0.2% | -3.7% | +3.5% | +2.7% |
| 6M | +8.4% | -10.3% | +18.6% | +17.3% |
| YTD | -17.1% | -14.8% | -2.3% | -7.0% |
| 1Y | -2.8% | -13.9% | +11.1% | +8.2% |
| 3Y | +40.4% | +18.4% | +22.1% | +22.5% |
| 5Y | -30.8% | +31.8% | -62.6% | -44.2% |
| 10Y | -51.3% | +143.4% | -194.7% | -74.3% |
| All | -25.3% | +507.5% | -532.9% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling